Fractional calculus

In mathematics, fractional calculus is a branch of mathematical analysis that studies the possibility of taking real number powers of the differential operator

D = d/dx

and the integration operator I. In this context powers refer iterative application, in the same sense that f²(x) = f(f(x)). For example, one may pose the question of interpreting meaningfully

√D = D^1/2

as a square root of the differentiation operator (an operator half iterate), i.e., an expression for some operator that when applied twice to a function will have the same effect as differentiation. More generally, one can look at the question of defining

D^s

for real number values of s in such a way that when s takes an integer value n, the usual power of n-fold differentiation is recovered for n > 0, and the −nth power of I when n < 0.

There are various reasons for looking at this question. One is that in this way the semigroup of powers Dⁿ in the discrete variable n is seen inside a continuous semigroup (one hopes) with parameter s which is a real number. Continuous semigroups are prevalent in mathematics, and have an interesting theory. Notice here that fraction is then a misnomer for the exponent, since it need not be rational, but the term fractional calculus has become traditional.

Contents

1 Fractional derivative 2 Heuristics 3 Riemann-Liouville differintegral 4 Functional calculus 5 See also 6 External links 7 Resource books

Fractional derivative

As far as the existence of such a theory is concerned, the foundations of the subject were laid by Liouville in a paper from 1832. The fractional derivative of a function to order a is often now defined by means of the Fourier or Mellin integral transforms. An important point is that the fractional derivative at a point x is a local property only when a is an integer; in non-integral cases we can not say that the fractional derivative at x of a function f depends only on the graph of f very near x, in the way that integer-power derivatives certainly do. Therefore it is expected that the theory involves some sort of boundary conditions, involving information on the function further out. To use a metaphor, the fractional derivative requires some peripheral vision.

About history of the subject, see the thesis (in French) : Stéphane Dugowson, Les différentielles métaphysiques (histoire et philosophie de la généralisation de l'ordre de dérivation), Thèse, Université Paris Nord (1994)

Heuristics

A fairly natural question is to ask, does there exist an operator <math>H<math>, or half-derivative, such that

<math>H^2 f(x) = D f(x) = \frac{d}{dx} f(x) = f'(x) <math>?

It turns out that there is such an operator, and indeed for any <math>a > 0<math>, there exists an operator <math>P<math> such that

<math>(P ^ a f)(x) = f'(x)<math>,

or to put it another way, <math>\frac{d^ny}{dx^n}<math> is well-defined for all real values of n > 0. A similar result applies to integration.

To delve into a little detail, we start with the Gamma function "<math>\Gamma<math>", which is defined such that <math>n! = \Gamma(n+1)<math>.

Assuming a function <math>f(x)<math> that is well defined where <math> x > 0 <math>. We can form the indefinite integral from 0 to x. Let's call this

<math> ( I f ) ( x ) = \int_0^x f(t) \; dt <math>.

Repeating this process gives

<math> ( I^2 f ) ( x ) = \int_0^x ( I f ) ( t ) dt = \int_0^x \left( \int_0^t f(s) \; ds \right) \; dt<math>, and this can be extended arbitrarily.

An important result from Cauchy gave a generalization of this series. To wit

<math> (I^n f) ( x ) = { 1 \over (n-1) ! } \int_0^x (x-t)^{n-1} f(t) \; dt.<math>

This leads us in a very straightforward way to generalizing for real n.

Simply using the Gamma function to remove the discrete nature of the factorial function gives us a natural candidate for fractional applications of the integral operator.

<math> (I^\alpha f) ( x ) = { 1 \over \Gamma ( \alpha ) } \int_0^x (x-t)^{\alpha-1} f(t) \; dt<math>

This is in fact a well-defined operator.

It can be shown that the I operator is both commutative and additive. That is,

<math> (I^\alpha) (I^\beta) f = (I^\beta) (I^\alpha) f = (I^{\alpha+\beta} ) f = { 1 \over \Gamma ( \alpha + \beta) } \int_0^x (x-t)^{\alpha+\beta-1} f(t) \; dt<math>

Unfortunately the comparable process for the derivative operator D is significantly more complex, but it can be shown that D is neither commutative, nor additive in general. To sketch the process for a subset of functions, let us assume that <math>f(x)<math> is a polynomial of the form

<math> f(x) = x^k\;.<math>

The first derivative is as usual

<math> f'(x) = {d \over dx } f(x) = k x^{k-1}\;.<math>

Repeating this gives the more general result that

<math> {d^a \over dx^a } x^k = { k! \over (k - a) ! } x^{k-a}\;,<math>

which, with the application of the Gamma function, leads us to

<math> {d^a \over dx^a } x^k = { \Gamma(k+1) \over \Gamma(k - a + 1) } x^{k-a}\;.<math>

For example, the half-derivative of <math>x<math> is

<math> { d^{1 \over 2} \over dx^{1 \over 2} } x = { \Gamma(1 + 1) \over \Gamma ( 1 - {1 \over 2} + 1 ) } x^{1-{1 \over 2}} = { \Gamma( 2 ) \over \Gamma ( { 3 \over 2 } ) } x^{1 \over 2} = {2 \pi^{-{1 \over 2}}} x^{1 \over 2}\;.<math>

Repeating this process gives

<math> { d^{1 \over 2} \over dx^{1 \over 2} } {2 \pi^{-{1 \over 2}}} x^{1 \over 2} = {2 \pi^{-{1 \over 2}}} { \Gamma ( 1 + {1 \over 2} ) \over \Gamma ( {1 \over 2} - { 1 \over 2 } + 1 ) } x^{{1 \over 2} - {1 \over 2}} = {2 \pi^{-{1 \over 2}}} { \Gamma( { 3 \over 2 } ) \over \Gamma ( 1 ) } x^0 = { 1 \over \Gamma (1) } = 1\;,<math>

which is indeed the expected result of

<math> { d^{1 \over 2} \over dx^{1 \over 2} } { d^{1 \over 2} \over dx^{1 \over 2} } x = { d \over dx } x = 1\;.<math>

Riemann-Liouville differintegral

The classical form of fractional calculus is given by the Riemann-Liouville differintegral. The theory for periodic functions, therefore including the 'boundary condition' of repeating after a period, is the Weyl differintegral. It is defined on Fourier series, and requires the constant Fourier coefficient to vanish (so, applies to functions on the unit circle integrating to 0).

Functional calculus

In the context of functional analysis, functions f(D) more general than powers are studied in the functional calculus of spectral theory. The theory of pseudo-differential operators also allows one to consider powers of D. The operators arising are examples of singular integral operators; and the generalisation of the classical theory to higher dimensions is called the theory of Riesz potentials. So there are a number of contemporary theories available, within which fractional calculus can be discussed. See also Erdelyi-Kober operator, important in special function theory.

For possible geometric and physical interpretation of fractional-order integration and fractional-order differentiation, see:

• Podlubny, I., Geometric and physical interpretation of fractional integration and fractional differentiation. Fractional Calculus and Applied Analysis (http://www.diogenes.bg/fcaa/), vol. 5, no. 4, 2002, 367–386. (available as original article (http://www.tuke.sk/podlubny/pspdf/pifcaa_r.pdf), or preprint at Arxiv.org (http://arxiv.org/abs/math.CA/0110241))

See also

• differintegral

External links

• MathWorld - Fractional calculus (http://mathworld.wolfram.com/FractionalCalculus.html)
• MathWorld - Fractional derivative (http://mathworld.wolfram.com/FractionalDerivative.html)
• Specialized journal: Fractional Calculus and Applied Analysis (http://www.diogenes.bg/fcaa/)
• http://www.nasatech.com/Briefs/Oct02/LEW17139.html
• http://unr.edu/homepage/mcubed/FRG.html
• Igor Podlubny's collection of related books, articles, links, software, etc.  (http://www.tuke.sk/podlubny/fc_resources.html)
• http://s.dugowson.free.fr/recherche/dones/index.html

Resource books

"An Introduction to the Fractional Calculus and Fractional Differential Equations"

by Kenneth S. Miller, Bertram Ross (Editor)

Hardcover: 384 pages ; Dimensions (in inches): 1.00 x 9.75 x 6.50

Publisher: John Wiley & Sons; 1 edition (May 19, 1993)

ISBN 0471588849

"The Fractional Calculus; Theory and Applications of Differentiation and Integration to Arbitrary Order (Mathematics in Science and Engineering, V)"

by Keith B. Oldham, Jerome Spanier

Hardcover

Publisher: Academic Press; (November 1974)

ISBN 0125255500

"Fractional Differential Equations. An Introduction to Fractional Derivatives, Fractional Differential Equations, Some Methods of Their Solution and Some of Their Applications." (Mathematics in Science and Engineering, vol. 198)

by Igor Podlubny

Hardcover

Publisher: Academic Press; (October 1998)

ISBN 0125588402

"Fractals and Fractional Calculus in Continuum Mechanics"

by A. Carpinteri (Editor), F. Mainardi (Editor)

Paperback: 348 pages

Publisher: Springer-Verlag Telos; (January 1998)

ISBN 321182913X

"Physics of Fractal Operators"

by Bruce J. West, Mauro Bologna, Paolo Grigolini

Hardcover: 368 pages

Publisher: Springer Verlag; (January 14, 2003)

ISBN 0387955542fr:Dérivées fractionnaires